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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Primal Dual Alternating Proximal Gradient Algorithms for Nonsmooth Nonconvex Minimax Problems with Coupled Linear Constraints
耦合 线性约束 非光滑 非凸极小问题 基本对偶交替 近端梯度算法
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2023/4/14
Nonconvex minimax problems have attracted wide attention in machine learning, signal processing and many other fields in recent years. In this paper, we propose a primal dual alternating proximal grad...
Neo-Classical Minimax Problems, Thresholding, and Adaptation
Minimax Estimation Adaptive Estimation
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2015/8/20
We study the problem of estimating from data Y N(; 2
) under squared-error loss.
We de ne three new scalar minimax problems in which the risk is weighted by the size of .
Simple thresholding...